B0468
Title: Change point ideas in multiple testing: Estimating the proportion of false null hypotheses
Authors: Anica Kostic - London School of Economics and Political Science (United Kingdom) [presenting]
Piotr Fryzlewicz - London School of Economics (United Kingdom)
Abstract: Estimating the proportion of false null hypotheses among a large number of independently tested hypotheses is an important problem in multiple testing literature. In the sequence of sorted $p$-values ($p$-value plot), false null $p$-values tend to be smaller and concentrated at the beginning. This suggests an approximate piecewise linear shape of the $p$-value plot, with a change-point in slope separating small from large $p$-values. We propose a method for estimating the false null proportion (Difference Of Slopes) that utilises the idea of estimating that change-point in the $p$-value plot.
